CBOE Mid-Day Update 9.15.14

Volatility as an asset class

Yahoo (YHOO) is recently up 11c to $42.99 into the Alibaba (BABA) offering.  September call option implied volatility is at 56, October weekly is at 55, October is at 50,  November is at 44, January is at 37; compared to its 26-week average of 34.

VIX methodology for IBM (VXIBM) up 6.9% to 20.07, above its 50-day moving average of 17.27.  cboe.com/VXIBM

VIX methodology for Goldman Sachs (VXGS) up 6.8% to 20.06, above its 50-day moving average of 19.03. cboe.com/VXGS

VIX methodology for Apple (VXAPL) down 3.9% to 24.60, below its 50-day moving average of 26.67. cboe.com/VXAPL

VIX methodology for Amazon (VXAZN) up 12.4% to at 30.72, above its 50-day moving average of 29.26. cboe.com/VXAZN

VIX methodology for Google (VXGOG) up 7.3% to 25.87, above its 50-day moving average of 21.40. cboe.com/VXGOG

Actives at CBOE:  AAPL TWTR TSLA BAC AMZN AA GILD NFLX C YHOO

Stocks with increasing volume @ CBOE: AVNR GPRO WLB WAC

CBOE DJIA BuyWrite Index (BXD) down 5c to 270.35, compared to its 50-day moving average of 268.70 cboe.com/micro/bxd/

CBOE Volatility Index (VIX) up 70c to 14.01. VIX September 14, 15, 16, 17, 18 and October 20 calls are active on 375K contracts @ CBOE cboe.com/VIX

iPath S&P 500 VIX Short-Term Futures (VXX) up 2.6% to 29.35

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently up 16.2% to 15.43; compared to its 10-day moving average of 12.21. stks.co/r0CS2

CBOE DJIA Volatility Index (VXD) up 5.5% to 13.33; compared to its 10-day moving average of 12.21.

CBOE Nasdaq-100 Volatility Index (VXN) up 12.1% to 16.44; compared to its 50-day moving average of 14.04.

S&P 100 Options (OEX) recently is recently down 86c to 882.20 after China’s factory output grew at its weakest pace in nearly six-years